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CADUSD=X vs. USO
Performance
Return for Risk
Drawdowns
Volatility

Performance

CADUSD=X vs. USO - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in CAD/USD (CADUSD=X) and United States Oil Fund LP (USO). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

In the year-to-date period, CADUSD=X achieves a -3.19% return, which is significantly lower than USO's 70.32% return. Over the past 10 years, CADUSD=X has underperformed USO with an annualized return of -0.91%, while USO has yielded a comparatively higher 2.97% annualized return.


CADUSD=X

1D
0.13%
1M
-1.23%
6M
-1.64%
YTD
-3.19%
1Y
-3.46%
3Y*
-2.50%
5Y*
-2.42%
10Y*
-0.91%

USO

1D
8.36%
1M
-6.09%
6M
64.40%
YTD
70.32%
1Y
52.40%
3Y*
20.41%
5Y*
18.84%
10Y*
2.97%
*Multi-year figures are annualized to reflect compound growth (CAGR)

CADUSD=X vs. USO - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
CADUSD=X
CAD/USD
-3.19%4.78%-7.81%2.44%-5.96%0.05%2.43%4.30%-7.76%7.26%
USO
United States Oil Fund LP
70.32%-8.46%13.35%-4.94%28.97%64.68%-67.79%32.61%-19.57%2.47%

Correlation

The correlation between CADUSD=X and USO is 0.01, meaning there is essentially no relationship between their price movements. Each responds to its own set of market drivers, making them strong candidates for combining in a diversified portfolio.


Correlation
Correlation (1Y)
Calculated over the trailing 1-year period

0.01

Correlation (3Y)
Calculated over the trailing 3-year period

-0.02

Correlation (5Y)
Calculated over the trailing 5-year period

0.02

Correlation (10Y)
Calculated over the trailing 10-year period

0.04

Correlation (All Time)
Calculated using the full available price history since Apr 10, 2006

0.12

The correlation between CADUSD=X and USO shifts across timeframes, from -0.02 (3 years) to 0.12 (all time), reflecting how their relationship changes across market environments.

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Return for Risk

CADUSD=X vs. USO — Risk / Return Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.

CADUSD=X
CADUSD=X Risk / Return Rank: 1818
Overall Rank
CADUSD=X Sharpe Ratio Rank: 2121
Sharpe Ratio Rank
CADUSD=X Sortino Ratio Rank: 1919
Sortino Ratio Rank
CADUSD=X Omega Ratio Rank: 1919
Omega Ratio Rank
CADUSD=X Calmar Ratio Rank: 2121
Calmar Ratio Rank
CADUSD=X Martin Ratio Rank: 1313
Martin Ratio Rank

USO
USO Risk / Return Rank: 4141
Overall Rank
USO Sharpe Ratio Rank: 4141
Sharpe Ratio Rank
USO Sortino Ratio Rank: 4545
Sortino Ratio Rank
USO Omega Ratio Rank: 4343
Omega Ratio Rank
USO Calmar Ratio Rank: 4040
Calmar Ratio Rank
USO Martin Ratio Rank: 3636
Martin Ratio Rank
The rank (0–100) shows how this investment's returns compare to the risk taken. Higher = better. Based on the past 12 months of data, combining Sharpe, Sortino, and other metrics used by quantitative funds and institutional investors.

CADUSD=X vs. USO - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for CAD/USD (CADUSD=X) and United States Oil Fund LP (USO). Risk-adjusted metrics are performance indicators that assess an investment's returns in relation to its risk, enabling a more accurate comparison of different investment options.

Values are calculated on a 1-year rolling basis and updated daily. Risk-adjusted metrics are more stable over longer periods — use the period switch above to explore them.


CADUSD=XUSODifference
Sharpe ratioReturn per unit of total volatility

-1.93

Sortino ratioReturn per unit of downside risk

-2.92

Omega ratioGain probability vs. loss probability

0.88

1.23

-0.34

Calmar ratioReturn relative to maximum drawdown

-0.61

1.62

-2.23

Martin ratioReturn relative to average drawdown

-1.35

4.37

-5.71

CADUSD=X vs. USO - Sharpe Ratio Comparison

The current CADUSD=X Sharpe Ratio is -0.75, which is lower than the USO Sharpe Ratio of 1.17. The chart below compares the historical Sharpe Ratios of CADUSD=X and USO, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.


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Drawdowns

CADUSD=X vs. USO - Drawdown Comparison

The maximum CADUSD=X drawdown since its inception was -37.58%, smaller than the maximum USO drawdown of -98.19%. Use the drawdown chart below to compare losses from any high point for CADUSD=X and USO.


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Drawdown Indicators


CADUSD=XUSODifference

Max Drawdown

Largest peak-to-trough decline

-37.58%

-98.19%

+60.61%

Max Drawdown (1Y)

Largest decline over 1 year

-5.22%

-32.49%

+27.27%

Max Drawdown (3Y)

Largest decline over 3 years

-10.90%

-32.49%

+21.59%

Max Drawdown (5Y)

Largest decline over 5 years

-16.26%

-36.23%

+19.97%

Max Drawdown (10Y)

Largest decline over 10 years

-18.20%

-86.75%

+68.55%

Current Drawdown

Current decline from peak

-35.05%

-87.47%

+52.42%

Average Drawdown

Average peak-to-trough decline

-19.72%

-75.35%

+55.63%

Ulcer Index

Depth and duration of drawdowns from previous peaks

2.39%

12.04%

-9.65%

Volatility

CADUSD=X vs. USO - Volatility Comparison

The current volatility for CAD/USD (CADUSD=X) is 1.05%, while United States Oil Fund LP (USO) has a volatility of 14.93%. This indicates that CADUSD=X experiences smaller price fluctuations and is considered to be less risky than USO based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


CADUSD=XUSODifference

Volatility (1M)

Calculated over the trailing 1-month period

1.05%

14.93%

-13.88%

Volatility (6M)

Calculated over the trailing 6-month period

3.20%

40.72%

-37.52%

Volatility (1Y)

Calculated over the trailing 1-year period

4.22%

44.98%

-40.76%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

6.12%

36.69%

-30.57%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

6.66%

39.07%

-32.41%

Frequently Asked Questions


CADUSD=X and USO have a correlation of 0.01, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

USO has higher volatility (14.93%) compared to CADUSD=X (1.05%). In terms of maximum drawdown, CADUSD=X dropped -37.58% vs USO's -98.19%.

USO currently has the higher Sharpe Ratio (1.17 vs -0.75), meaning it's delivered slightly more return per unit of risk over the trailing 12 months. However, this ranking shifts over time - use the Risk/Return Score above for a more comprehensive view that combines Sharpe, Sortino, and other measures used by quantitative funds.

Portfolio Optimizer

Find the right allocation for CADUSD=X and USO

Add both to a portfolio and optimize allocations for your target — whether that's maximizing returns, minimizing drawdowns, or balancing risk across holdings.

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